+44.7%
MS vs MCO
-5.3%
+50.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | +1.7% | -3.1% | +4.8% | +2.5% |
| 30D | 0.0% | -0.5% | +0.5% | +0.1% |
| 3M | +3.0% | +5.7% | -2.7% | +0.9% |
| 6M | +35.7% | +3.0% | +32.7% | +33.5% |
| YTD | +23.3% | -6.5% | +29.8% | +24.2% |
| 1Y | +44.7% | -5.8% | +50.4% | +44.5% |
| All | +44.7% | -5.3% | +50.0% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling